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I am using ATCs to transport arrays from one program to another.
Example:
I generate all my indicators withind my trading program, but display them in
other panes below the price chart.
I do not recompute any indicators. Simply save them in an ATC in the main
program and read the ATC in the display frogram and display indicators.
It seems pretty efficient.
----- Original Message -----
From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 03, 2008 6:53 AM
Subject: [amibroker] Re: AFL coding
> Sorry for the confusion.
>
> I wish static vars could contain arrays too. Ain't so.
>
> What I was saying is that if you have an indicator that calculates a
> CCI then you may be able to get the current value using a static. If
> the program that uses the staticvarget you could add this to an
> array. I am assuming you are using live data and pass the data every
> scan. This will not work for back test or anything like that. I will
> try this later and see if it is true. If so then I will post how I
> did it.
>
> If I understood the original post, where the user wanted to use
> multiple charts and then combine the output of each indicator chart
> into a buy signal in the auto trading program. To do this the signal
> could be generated in an indicator and the buy condition could be
> passed in a static. That could be ANDed in the Buy = whatever in the
> trading program. But to preserve this condition in the auto trading
> program it would have to be assigned to an array if the user wanted
> to plot the CCI results.
>
> This is no problem at all if you use includes. I explained, or I
> tried to explain, how to use includes to accomplish this. I wouldn't
> touch a DLL with a stick.
>
> Barry
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> Barry,
>>
>> I am having a tough time following this.
>> Are you saying that a single static variable can hold an array?
>> I only wish it were true.
>> You can do it with static variables, but you have to have a
> separate
>> variable for each element in the array.
>>
>> AddToComposite() or disk files are the only way I know to pass an
>> array between AFL charts/panes, and it can be very slow.
>> It is faster to recalculate.
>>
>> I guess one could write a DLL that could save them like a static
>> variable.
>> This has been discussed at length in the past.
>>
>> BR,
>> Dennis
>>
>> On Dec 3, 2008, at 1:54 AM, Barry Scarborough wrote:
>>
>> >
>> > I forgot to say how to use the static var. In the using program
> you
>> > set the static var to a local variable.
>> >
>> > Before you can do that you need to create Pfx in this module.
>> > Pfx = "CCI";
>> > Then set a local var
>> > fCCI = StaticVarGet(Pfx + "CCI");
>> > And now you have the value from the other indicator in your local
>> > program.
>> >
>> > If you are going to do much of this create an include with
> constants
>> > in it and include that before all other includes and in every
>> > indicator where it will be used. Hey, now you are doing object
>> > oriented coding in AFL, neat huh. Well kinda but not really but
> this
>> > will save you loads of time when building other systems.
>> >
>> > As I mentioned before I think includes are the way to go but
>> > programming is an art form and everyone has their own style. What
>> > works for you is the right way to go. But as much as you can look
> far
>> > ahead.
>> >
>> > Cheers,
>> > Barry
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@>
>> > wrote:
>> >>
>> >> That is a nice idea.
>> >>
>> >> Make sure the static variables are unique, don't collide. It
> would
>> > be
>> >> safest to use a prefix for each indicator you create. An example
>> > for
>> >> a CCI indicator would be
>> >> Pfx = "CCI";
>> >> fCCI = do your CCI calc here
>> >> StaticVarSet(Pfx + "CCI", fCCI);
>> >> This static var is visible to all other programs running on the
>> >> visible chart.
>> >>
>> >> Also I think that AB scans the charts from top to bottom so make
>> > sure
>> >> the auto trading code is at the bottom so the data delivered to
> it
>> > is
>> >> fresh and not from the last scan. You can trace this and see what
>> >> happens.
>> >>
>> >> But, I think you are going to run into problems when you try to
>> > back
>> >> test or optimize since AA only sees the formula you are back
>> > testing.
>> >> It will not see the other charts on a worksheet.
>> >>
>> >> Another thing you can do is create an include file for each of
> the
>> >> indicators you want to use. Include them in the auto trading
>> > program
>> >> and also in the indicators you use in the other charts but don't
>> > plot
>> >> them in the auto trading program. Put the parameters in the
>> > indicator
>> >> file not your auto trading file. Set the default parameter in the
>> >> include and all charts will stay in sync. If you add arrows at
> the
>> >> buy points in each indicator you will see when they are
>> > contributing
>> >> to the trade condition.
>> >>
>> >> This is an example I use in my AT program:
>> >>
>> >> // cci include
>> >>
>> >> pCCI = Param("CCI period", pCCI, 1, 20, 1);
>
>> >> pCCI = Optimize("CCI period", pCCI, 1, 20,
> 2);
>> >>
>> >> fCCI = CCI(pCCI);
>> >> CCIlo = fCCI < -100;
>> >> CCIhi = fCCI > 100;
>> >> CCIup = fCCI > Ref(fCCI, -1);
>> >> CCIdn = fCCI < Ref(fCCI, -1);
>> >>
>> >> if(PlotTrue)
>> >> Plot(fCCI, "\nCCI(" + NumToStr(pCCI, 1.0) + ")",
> colorGreen,
>> >> styleOwnScale);
>> >>
>> >> Note that I have the default parameter set to the var name pCCI.
>> > When
>> >> I include it I set the value before the #include line. You don't
>> > have
>> >> to do this but it is one way to use the same include formula in
>> > many
>> >> programs but override the parameter in the using program(s). Then
>> > you
>> >> can set PlotTrue = True; before the #include to tell the
> indicator
>> >> whether to plot it or not. If would be false in your AT program
> and
>> >> true in your indicator.
>> >>
>> >> Barry
>> >>
>> >> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
>> >>>
>> >>> You could try using StaticVarSet in your main pane. Then, refer
>> > to
>> >> the
>> >>> values using StaticVarGet in the sub panes. You might have to
> use
>> >> the
>> >>> View | Refresh All menu item to get the other panes to update
>> > after
>> >>> making any changes in the main pane, else activate each one in
>> > turn
>> >> to
>> >>> have them update automatically upon activation.
>> >>>
>> >>> Mike
>> >>>
>> >>> --- In amibroker@xxxxxxxxxxxxxxx, "brianw468" <wild21@> wrote:
>> >>>>
>> >>>> Can anyone help with the following, please:-
>> >>>> 1. I am developing an AFL to generate buy and sell signals by
>> >> combining
>> >>>> different indicators with variable parameters (to be
>> > optimised).
>> >> I
>> >>>> would like to generate a plot with price and one indicator in
>> > the
>> >> top
>> >>>> pane, and the other indicators in separate panes below this, to
>> >> reduce
>> >>>> clutter in the plots.
>> >>>> I know I could simply set up separate panes with the
>> > appropriate
>> >>>> indicators - BUT then the parameters would not be tied to those
>> >> used in
>> >>>> the main pane. Changing parameter values and ensuring
>> > consistency
>> >>>> across the panes would then become a chore.
>> >>>> 2. I had thought that the SECTION commands might help here, but
>> >> that
>> >>>> doesn't seem to be the case. In fact, on checking the
>> >> documentation I
>> >>>> can't find when it is either necessary or desirable to use
>> > these
>> >>>> commands. Does anyone know?
>> >>>> TIA
>> >>>>
>> >>>> Brian
>> >>>>
>> >>>
>> >>
>> >
>> >
>> >
>> > ------------------------------------
>> >
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>> >
>>
>
>
>
> ------------------------------------
>
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> *********************
> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> *********************
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
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>
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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